Strategy backtester

Test any of 20 strategies on any ticker — long, short, or both — against free historical prices, and compare to buy & hold. Set trading cost and a stop-loss for a realistic run. Historical simulation only (dividends not modeled); past performance is not indicative of future results, and this is analysis, not advice.

Fast MASlow MAFastSlowSignalRSI lenBuy<Sell>PeriodStd×Lookbackno parametersMorning momentum: breakout → pullback holds → confirmation. Fixed rules, no parameters; real 0DTE option prices. Ignores the cost/stop/range fields below. Best on SPY/QQQ/IWM.
Direction lets you trade short too. Cost = bps per trade; stop-loss exits after that % adverse move (0 = off). "Compare all" runs every strategy.
-20.4%
Total Return
$7,959
Ending Value
-10.8%
CAGR
-27.7%
Max Drawdown
-0.61
Sharpe
38%
Win Rate
8
Trades
90%
Time in Market
VEA · SMA Crossover Long & Short turned $10,000 into $7,959 (-20.4%) vs buy & hold $14,235 (+42.4%) over 2024-08-01→2026-07-31 — it trailed buy & hold by 62.8%, worst drawdown 28% (vs 14%) · 4 short trades.

Equity curve — $10,000 invested

501 trading days
+46%-25%■ strategy■ buy & hold

Recent trades

long & short round-trips
EntryExitSideReturn
2026-07-172026-07-31 (open)SHORT-1.3%
2026-04-242026-07-17LONG+2.3%
2026-03-202026-04-24SHORT-9.8%
2025-05-072026-03-20LONG+15.9%
2025-04-082025-05-07SHORT-17.2%
2025-02-072025-04-08LONG-9.1%
2024-10-252025-02-07SHORT+0.6%
2024-10-102024-10-25LONG-2.4%
Alt-Data Signal Hub · showing live market data, fetched the moment this page loaded · market & option prices are always live on load · display-only, not advice

All pages

Catalyst EdgeCongressNewsEarningsSEC FilingsHedge FundsLockupsPositioningMarket cycleBacktestOptionsSourcesGlossaryAbout & API